Modelling Financial Time Series Hardcover English by Stephen J. Taylor - 1-Apr-08
Was:
EGP 638.00
Now:
EGP 555.60 Inclusive of VAT
Saving:
EGP 82.40 12% Off
Only 4 left in stock
Get it by 25 Jan
1
Free delivery on Lockers & Pickup Points
Learn more
Enjoy hassle free returns with this offer.
(Original Copy - نسخه أصلية)
Item as Described
90%
Partner Since
5+ Years
Great Recent Rating
Specifications
| Publisher | World Scientific Publishing Co Pte Ltd |
| ISBN 13 | 9789812770844 |
| ISBN 10 | 9812770844 |
| Book Description | This book contains several innovative models for the prices of financial assets. First published in 1986, it is a classic text in the area of financial econometrics. It presents ARCH and stochastic volatility models that are often used and cited in academic research and are applied by quantitative analysts in many banks. Another often-cited contribution of the first edition is the documentation of statistical characteristics of financial returns, which are referred to as stylized facts.This second edition takes into account the remarkable progress made by empirical researchers during the past two decades from 1986 to 2006. In the new Preface, the author summarizes this progress in two key areas: firstly, measuring, modelling and forecasting volatility; and secondly, detecting and exploiting price trends. |
| Language | English |
| Author | Stephen J. Taylor |
| Edition Number | 2 |
| Publication Date | 1-Apr-08 |
| Number of Pages | 296 |
Modelling Financial Time Series Hardcover English by Stephen J. Taylor - 1-Apr-08
Added to cart
Cart Total EGP 555.60
